Advances in Econometrics Book

Part I. Qualitative response models;

1. Qualitative response models Daniel McFadden;

Part II. The structural analysis of longitudinal data:
2. The identification problem in econometric models for duration data James J. Heckman and Burton Singer;

Part III. Experimentation in econometrics:
3. The effects of time in economic experiments Jerry A. Hausman;

Part IV. Small-sample distribution theory:
4. Some recent developments on the distributions of single-equation estimators T. W. Anderson;
5. Best uniform and modified Pade approximants to probability densities in econometrics P. C. B. Phillips;

Part V. Topics in time-series analysis:
6. Identifiability and problems of model selection in econometrics R. E. Kalman;

Part VI. Testing for causation and exogeneity:
7. Causality, exogeneity, and inference John Geweke;
8. Generating mechanisms, models, and causality C. W. J. Granger;

Part VII. Alternative tests and estimators:
9. Comparing alternative asymptotically equivalent tests Thomas J. Rothenberg;
10. Conflict among testing procedures in a linear regression model with lagged dependent variables G. B. A. Evans and N. E. Savin;

Part VIII. Modeling centrally planned economies:
11. Macroeconomic modeling based on econometric and simulation models for the Polish economy Zbigniew Czerwiriski and Wladyslaw Welfe.